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Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection - MaRDI portal

Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection (Q2802733)

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scientific article; zbMATH DE number 6574233
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English
Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection
scientific article; zbMATH DE number 6574233

    Statements

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    27 April 2016
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    adjusted \(R^{2}\)-statistic
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    AIC
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    `best subset'
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    regression
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    BIC
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    Mallows' criterion
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    \(t\)-tests
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    Upper bounds on the minimum coverage probability of confidence intervals in regression after model selection (English)
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